Quant jobs / Optiver

Performance Researcher Summer Internship 2027

An eight-week summer internship studying why trading execution behaves as it does across market data, low-latency systems, networks, brokers and exchanges. Strong interns may be offered a graduate role.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Analyse market, order, system and network data to rebuild event flows
Form hypotheses and test them with statistical experiments
Build prototypes, metrics and visualisations that quantify results
Work with traders, researchers and engineers on improvements
Take trading lectures alongside the project work

What they ask for

Required

Student graduating in 2028 or later
Technical degree such as computer science or electronic engineering
Computer systems foundations: operating systems, networking, architecture
Python and data analysis
Evidence of technical depth through projects
Curiosity and detail focus

Preferred

Linux
C++
Large-scale data tools

Education: Technical degree such as computer science, computer engineering or electronic/communication engineering.
Experience: Students; technical projects or internships valued
Languages and tools: Python
C++

How to prepare

Capture and analyse network traffic on a small project
Study how operating systems and network stacks affect latency
Build a Python tool that reconstructs an event timeline from logs
Learn basics of statistics for noisy measurement and experiments

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Optiver’s site before applying: requirements, location and pay can change after we check them.

View the posting on Optiver’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Optiver and doesn’t handle applications.